Time-dependent Probability Density Research Articles

Time-dependent probability density functions and information geometry in a stochastic prey–predator model of fusion plasmas

Time-dependent probability density functions and information geometry in a stochastic prey–predator model of fusion plasmas

Spectral incremental dynamic methodology for nonlinear structural systems endowed with fractional derivative elements subjected to fully non-stationary stochastic excitation

A novel spectral incremental dynamic analysis methodology for analysing structural response in nonlinear systems with fractional derivative elements is presented, aligning with modern seismic design codes, like Eurocode 8. Drawing inspiration from the concept of fully non-stationary stochastic processes, the vector of the imposed seismic excitations is characterised by time and frequency evolving power spectra stochastically compatible with elastic response spectra of specified damping ratio and ground acceleration. The proposed method efficiently determines the nonlinear system time-dependent probability density functions for the non-stationary system response amplitude by employing potent nonlinear stochastic dynamics concepts, such as stochastic averaging and statistical linearisation. Unlike traditional incremental dynamic analysis curves found in the literature, the herein proposed method introduces a three-dimensional alternative counterpart, that of stochastic engineering demand parameter surfaces, providing with higher-order statistics of the system response. An additional noteworthy aspect involves the derivation of response evolutionary power spectra as function of spectral acceleration, offering a deeper insight into the underlying system dynamics. Besides its capabilities, the method maintains the coveted element of a particularly low associated computational cost, increasing its attractiveness and practicality among diverse applications of engineering interest. Numerical examples comprising the bilinear hysteretic model endowed with fractional derivative elements subject to an Eurocode 8 elastic design spectrum demonstrate the capabilities and reliability of the proposed methodology. Its accuracy is assessed by juxtaposing the derived results with germane Monte Carlo Simulation data.

Multilevel dynamics of matter waves scattering in finite potential wells

We explore the dynamics of matter wave scattering in finite potential wells using analytical solutions of the Schrödinger equation within the framework of a quantum shutter model. We find that the incident wave interferes with the bound states of the quantum well, resulting in time-domain oscillations. These oscillations exhibit Rabi-type frequencies, characterised by the energy differences between the incident wave and the bound states of the quantum well. We show that in systems with double-bound states, the interference pattern is characterised by quantum beats in the time-dependent probability density. The period of these beatings depends on the energy difference between the bound states, which can be tuned by controlling the potential parameters. In the general case where bound, anti-bound, and resonant states coexist in the system spectrum, complex oscillations in the probability density arise from the interactions of the incident wave with different quantum states. We demonstrate that the bound states sector can effectively describe this complex behaviour, providing a simple and reliable analytical expression for the probability density in multilevel systems. This formula highlights the significant role of bound states, whose interaction with the incident wave dominates the transient probability density. This contrasts with conventional systems with potential barriers and wells, where resonances govern the wave dynamics.

The [formula omitted]-Adic Schrödinger equation and the two-slit experiment in quantum mechanics

p-Adic quantum mechanics is constructed from the Dirac–von Neumann axioms identifying quantum states with square-integrable functions on the N-dimensional p-adic space, QpN. This choice is equivalent to the hypothesis of the discreteness of the space. The time is assumed to be a real variable. The p-adic quantum mechanics is motivated by the question: what happens with the standard quantum mechanics if the space has a discrete nature? The time evolution of a quantum state is controlled by a nonlocal Schrödinger equation obtained from a p-adic heat equation by a temporal Wick rotation. This p-adic heat equation describes a particle performing a random motion in QpN. The Hamiltonian is a nonlocal operator; thus, the Schrödinger equation describes the evolution of a quantum state under nonlocal interactions. In this framework, the Schrödinger equation admits complex-valued plane wave solutions, which we interpret as p-adic de Broglie waves. These mathematical waves have all wavelength p−1. In the p-adic framework, the double-slit experiment cannot be explained using the interference of the de Broglie waves. The wavefunctions can be represented as convergent series in the de Broglie waves, but the p-adic de Broglie waves are just mathematical objects. Only the square of the modulus of a wave function has a physical meaning as a time-dependent probability density. These probability densities exhibit interference patterns similar to the ones produced by ‘quantum waves’. In the p-adic framework, in the double-slit experiment, each particle goes through one slit only. The p-adic quantum mechanics is an analog (or model) of the standard one under the hypothesis of the existence of a Planck length. The precise connection between these two theories is an open problem. Finally, we propose the conjecture that the classical de Broglie wave-particle duality is a manifestation of the discreteness of space–time.

Uncertainty quantification for the random HIV dynamical model driven by drug adherence

In HIV drug therapy, the high variability of CD4+ T cells and viral loads brings uncertainty to the determination of treatment options and the ultimate treatment efficacy, which may be the result of poor drug adherence. We develop a dynamical HIV model coupled with pharmacokinetics, driven by drug adherence as a random variable, and systematically study the uncertainty quantification, aiming to construct the relationship between drug adherence and therapeutic effect. Using adaptive generalized polynomial chaos, stochastic solutions are approximated as polynomials of input random parameters. Numerical simulations show that results obtained by this method are in good agreement, compared with results obtained through Monte Carlo sampling, which helps to verify the accuracy of approximation. Based on these expansions, we calculate the time-dependent probability density functions of this system theoretically and numerically. To verify the applicability of this model, we fit clinical data of four HIV patients, and the goodness of fit results demonstrate that the proposed random model depicts the dynamics of HIV well. Sensitivity analyses based on the Sobol index indicate that the randomness of drug effect has the greatest impact on both CD4+ T cells and viral loads, compared to random initial values, which further highlights the significance of drug adherence. The proposed models and qualitative analysis results, along with monitoring CD4+ T cells counts and viral loads, evaluate the influence of drug adherence on HIV treatment, which helps to better interpret clinical data with fluctuations and makes several contributions to the design of individual-based optimal antiretroviral strategies.

Stochastic dynamics of mechanical systems with impacts via the Step Matrix multiplication based Path Integration method

AbstractIn this work we propose the Step Matrix Multiplication based Path Integration method (SMM-PI) for nonlinear vibro-impact oscillator systems. This method allows the efficient and accurate deterministic computation of the time-dependent response probability density function by transforming the corresponding Chapman–Kolmogorov equation to a matrix–vector multiplication using high-order numerical time-stepping and interpolation methods. Additionally, the SMM-PI approach yields the computation of the joint probability distribution for response and impact velocity, as well as the time between impacts and other important characteristics. The method is applied to a nonlinear oscillator with a pair of impact barriers, and to a linear oscillator with a single barrier, providing relevant densities and analysing energy accumulation and absorption properties. We validate the results with the help of stochastic Monte-Carlo simulations and show the superior ability of the introduced formulation to compute accurate response statistics.

Statistical analysis of magnetic divertor configuration influence on H-mode transitions

DIII-D plasmas are compared for two upper divertor configurations: with the outer strike point on the small angle slot (SAS) divertor target and with the outer strike point on the horizontal divertor target (HT). Scanning the vertical distance between the magnetic null point and the divertor target over a range 0.10–0.16 m is shown to increase the threshold power, Pth , and edge plasma power, PLoss , for the low-to-high confinement (L–H) and H–L transitions respectively, by up to a factor of 1.4. The X-point height scans were performed at three L-mode core plasma line average electron densities, n¯e= 1.2, 2.2 and 3.6 ×1019m−3 , to investigate the density dependence of divertor magnetic configuration influence on Pth . The X-point height, Zx-pt , was further extended across the range 0.16–0.22 m with the more open HT divertor configuration, for which a clear decrease in Pth with increasing Zx-pt is observed. The dependence of Pth on divertor magnetic geometry is further investigated using a time-dependent probability density function (PDF) model and information geometry to elucidate the roles played by pedestal plasma turbulence and perpendicular velocity flows. The degree of stochasticity of the plasma turbulence is observed to be sensitive to the plasma heating rate. The calculated square of the information rate shows changes in the relative density fluctuations and perpendicular velocity PDFs begin 2–5 ms prior to the L–H transition for three plasmas; providing a crucial measurement of the dynamic timescale of external transport barrier formation. Additionally, both information length and rate provide potential predictors of the L–H transition for these plasmas.

Multi-hazard stochastic response analysis and reliability evaluation of a 5 MW monopile offshore wind turbine based on extended platform FAST-S

This study investigates the random dynamic response of a 5 MW monopile offshore wind turbine (MOWT) subjected to wind, wave and earthquake loads. Based on the aero-hydro-servo-elastic code FAST, a multi-field coupled simulation module considering earthquake, FAST-S, is developed for the fully coupled multi-hazard analysis of OWTs. Compared to the original FAST code, a seismic analysis module (SeismoDyn) and a soil-structure interaction (SSI) module (SoilDyn) have been supplemented in FAST-S. SeismoDyn is developed by modifying the Kane’s kinetic equation in the FAST, and the SoilDyn is developed through Winkler foundation model in order to consider the nonlinear SSI. Moreover, FAST-S has been validated by other recognized codes. Based on FAST-S, a fully coupled numerical analysis model of the NREL 5 MW MOWT is established, the random responses and reliability evaluation of the offshore wind turbine under wind, wave and earthquake loads are analyzed by probability density evolution method. The results show that the aerodynamic and hydrodynamic actions increase the damping of the wind turbine system, which has a certain effect on inhibiting the tower’s vibration caused by the earthquake. Therefore, compared with the coupled wind-wave-earthquake case, the sole earthquake case may be more unfavorable, and should be paid more attention to in high risk earthquake regions. The results show that the probability density functions of offshore wind turbine response under strong earthquakes obviously deviates from the typical regular distribution models. Based on the theory of equivalent extreme value event, the dynamic reliability of the offshore wind turbine is calculated. Seismic actions maybe the major factor in the design of the support structure. Nevertheless, owing to the aerodynamic and hydrodynamic damping effects of wind and wave loadings, the structural responses under wind-wave-earthquake are more moderate than ones subjected to solely earthquake. The strong seismic loads would cause significant complex variations of time-dependent probability density function of the OWT response.

Supersymmetric Quantum Mechanics Formalism in a Modeling for Protein Folding

Recently, a mathematical method was developed to analyze the kinetics of the protein folding process, considering it as a diffusion process described by the Fokker-Planck equation and its solution, the time-dependent probability density. This work presents the main points of the methodology, based on the application of the algebraic formalism of Supersymmetric Quantum Mechanics associated with the variational method, to analyze the symmetric tri-stable free energy potential function that describes the unfolded and folded states, as well as an intermediate state of the protein.

Time-dependent probability density functions, information geometry and entropy production in a stochastic prey–predator model of fusion plasmas

A stochastic, prey–predator model of the L–H transition in fusion plasma is investigated. The model concerns the regulation of turbulence by zonal and mean flow shear. Independent delta-correlated Gaussian stochastic noises are used to construct Langevin equations for the amplitudes of turbulence and zonal flow shear. We then find numerical solutions of the equivalent Fokker–Planck equation for the time-dependent joint probability distribution of these quantities. We extend the earlier studies [Kim and Hollerbach, Phys. Rev. Res. 2, 023077 (2020) and Hollerbach et al., Phys. Plasmas 27, 102301 (2020)] by applying different functional forms of the time-dependent external heating (input power), which is increased and then decreased in a symmetric fashion to study hysteresis. The hysteresis is examined through the probability distribution and statistical measures, which include information geometry and entropy. We find strongly non-Gaussian probability distributions with bi-modality being a persistent feature across the input powers; the information length to be a better indicator of distance to equilibrium than the total entropy. Both dithering transitions and direct L-–H transitions are (also) seen when the input power is stepped in time. By increasing the number of steps, we see less hysteresis (in the statistical measures) and a reduced probability of H-mode access; intermittent zonal flow shear is seen to have a role in the initial suppression of turbulence by zonal flow shear and stronger excitation of intermittent zonal flow shear for a faster changing input power.

Life-Cycle Seismic Reliability Analysis of a Railway Cable-Stayed Bridge Considering Material Corrosion and Degradation

To study the life-cycle seismic reliability analysis (SRA) of cable-stayed bridges (CSBs) taking into account chloride-induced corrosion and degradation of components, an actual railway CSB with uncertainties in structural geometry and material corrosion coefficients was employed in this investigation, and time-dependent models of CSB components at different service times were studied. Based on the OpenSees batch program, we adapted a mass numerical computation to obtain time-dependent non-linear seismic response and probability density function (PDF) of response via the multiplier dimensional-reduction method (MDRM) and the maximum entropy method with fractional moments (FM-MEM). Next, the time-dependent failure possibility of every component and the association coefficient between the failure modes of different parts were acquired. In the end, the product of the conditional marginal (PCM) approach was employed to obtain the life-cycle failure possibility of the CSB system. The results showed that the system failure possibility of the CSB in a corrosive environment increases significantly with increasing servicing time.

Time-dependent probability density function for partial resetting dynamics

Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage times to a target. Recently the concept of partial resetting, in which the particle is reset to a given fraction of the current value of the process, has been established and the associated search behaviour analysed. Here we go one step further and we develop a general technique to determine the time-dependent probability density function (PDF) for Markov processes with partial resetting. We obtain an exact representation of the PDF in the case of general symmetric Lévy flights with stable index . For Cauchy and Brownian motions (i.e. ), this PDF can be expressed in terms of elementary functions in position space. We also determine the stationary PDF. Our numerical analysis of the PDF demonstrates intricate crossover behaviours as function of time.

Random Dynamic Analysis and Running Safety Assessment of Long-Span Cable-Stayed Bridge Under High-Speed Trains Subjected to Earthquake Excitations and Track Irregularities

Running trains on a long-span bridge under earthquake is an inevitable problem for the high-speed railway in seismic regions. This paper aims to investigate the seismically random dynamic behavior of train–cable stayed bridges interaction system using the probability density evolution method (PDEM). The system simultaneously involves the multi-effect of random multi-point earthquake excitations with traveling waves and random track irregularity. The multi-point earthquake excitations, composed of lateral and vertical positions, are generated by stochastic harmful functions (SHFs) and uniformly modulated into nonstationary random processes. The motion equation of such a system is established by coupling the 38-degree vehicles and bridges through the refined random wheel/rail contact relationship and accounting for the phase-lags of seismic travelling waves between pier excitations. PDEM is proven to be applicable to such time-dependent systems and is then used to transform the random excitations into a series of deterministic representative excitations with initial probability. By solving for the corresponding deterministic probability responses, various nonstationary random responses, including the time-dependent probability density evolution functions of random responses, mean values curves and standard deviations, can be obtained easily. A case study based on the cable-stayed bridge is then presented, and the results show the effectiveness and accuracy of the proposed method by comparison with Monte Carlo Simulation. Additionally, the influence of train speed and seismic intensity on the safety and reliability of trains is discussed.

Time-dependent probability density function analysis of H-mode transitions

The first application of time-dependent probability density function (PDF) analysis to the L-H transition in fusion plasmas is presented. PDFs are constructed using Doppler Backscattering data of perpendicular fluctuation velocity, , and turbulence from the edge region of the DIII-D tokamak. These raw time-series data are sliced into millisecond-long sliding time-windows to create PDFs. During the transition, the PDFs develop strong right tails, indicative of turbulence-suppressing localised flows in the plasma edge; such features and other subtle behaviours are explored using novel information geometry techniques. This letter examines the applicability of these techniques to predict L-H transitions and investigate predator-prey self-regulation theories between turbulence and perpendicular velocity.

An Entropy Dynamics Approach for Deriving and Applying Fractal and Fractional Order Viscoelasticity to Elastomers

Abstract Entropy dynamics is a Bayesian inference methodology that can be used to quantify time-dependent posterior probability densities that guide the development of complex material models using information theory. Here, we expand its application to non-Gaussian processes to evaluate how fractal structure can influence fractional hyperelasticity and viscoelasticity in elastomers. We investigate how kinematic constraints on fractal polymer network deformation influences the form of hyperelastic constitutive behavior and viscoelasticity in soft materials such as dielectric elastomers, which have applications in the development of adaptive structures. The modeling framework is validated on two dielectric elastomers, VHB 4910 and 4949, over a broad range of stretch rates. It is shown that local fractal time derivatives are equally effective at predicting viscoelasticity in these materials in comparison to nonlocal fractional time derivatives under constant stretch rates. We describe the origin of this accuracy that has implications for simulating large-scale problems such as finite element analysis given the differences in computational efficiency of nonlocal fractional derivatives versus local fractal derivatives.

Equivalent non-rational extensions of the harmonic oscillator, their ladder operators and coherent states

In this work, we generate a family of quantum potentials that are non-rational extensions of the harmonic oscillator. Such a family can be obtained via two different but equivalent supersymmetric transformations. We construct ladder operators for these extensions as the product of the intertwining operators of both transformations. Then, we generate families of Barut–Girardello coherent states and analyze some of their properties as temporal stability, continuity on the label, and completeness relation. Moreover, we calculate mean-energy values, time-dependent probability densities, Wigner functions, and the Mandel Q-parameter to uncover a general non-classical behavior of these states.

A stochastic model of edge-localized modes in magnetically confined plasmas.

Magnetically confined plasmas are far from equilibrium and pose considerable challenges in statistical analysis. We discuss a non-perturbative statistical method, namely a time-dependent probability density function (PDF) approach that is potentially useful for analysing time-varying, large, or non-Gaussian fluctuations and bursty events associated with instabilities in the low-to-high confinement transition and the H-mode. Specifically, we present a stochastic Langevin model of edge-localized modes (ELMs) by including stochastic noise terms in a previous ODE ELM model. We calculate exact time-dependent PDFs by numerically solving the Fokker-Planck equation and characterize time-varying statistical properties of ELMs for different energy fluxes and noise amplitudes. The stochastic noise is shown to introduce phase-mixing and plays a significant role in mitigating extreme bursts of large ELMs. Furthermore, based on time-dependent PDFs, we provide a path-dependent information geometric theory of the ELM dynamics and demonstrate its utility in capturing self-regulatory relaxation oscillations, bursts and a sudden change in the system. This article is part of a discussion meeting issue 'H-mode transition and pedestal studies in fusion plasmas'.

Differential Shannon entropies and correlation measures for Born-Oppenheimer electron-nuclear dynamics: numerical results and their analytical interpretation.

We study the Born-Oppenheimer dynamics within a model for a coupled electron-nuclear motion. Differential Shannon entropies are calculated from the time-dependent probability densities of the combined system and, using single particle densities, entropies for the electronic and nuclear degrees of freedom are derived. These functions provide information on details of the wave packet motion. From the entropies, we determine the mutual information which characterizes particle correlations. This quantity is compared to other measures of electron-nuclear entanglement. Numerical results are interpreted within an analytically solvable approach, and it is documented how these functions depend on properties of the Born-Oppenheimer wave function and, in particular, how dynamical effects like wave packet focusing and dispersion influence the correlation between the particles.

Photoionization of Oriented HD(1Σ+) Yields Vibrating HD+(2Σ+) with Charge Breathing and Small Charge Transfer.

The eigenfunctions of the Hamiltonian associated with the oriented vibrating HD+(2Σ+) ion are calculated beyond the Born-Oppenheimer approximation in the nuclear frame. This makes it possible to study the fully correlated electron-nuclear dynamics of the HD+(2Σ+) after ionization of the HD(1Σ+) molecule. The dynamics is then characterized by the time-dependent probability densities and flux densities of the individual particles, i.e., deuteron, proton, and electron. The flux densities confirm that, although the electric dipole moment changes over time, there is no charge migration, as might be expected from the separation of energy levels of the vibronic states. Instead, the variations of the electric dipole moment over time are caused by small charge transfer and asymmetric charge vibration. Fourier transforms of the time-dependent probability and flux densities uncover the net asymmetric effective potential acting on the electron.

Revival structure of rotational wave packets in the process of the field-free molecular orientation

We investigate theoretically the relationship between the revival structure of rotational wave packets and the orientation of the LiH molecule induced by the half-cycle THz laser pulse (HCP). The revival structure of oriented rotational wave packets can be further controlled through the choice of the delay time and the phase difference between two HCPs. We found the higher absolute values of the orientation corresponding to the higher asymmetries and more centralization of the time-dependent probability density ψθ,t2. We also found a similar population of the adjacent rotational states gives a higher ceiling for the absolute value of molecular orientation. Finally, the effect of the system temperature is discussed, the higher temperature makes a lower degree of orientation steered by two HCPs.